I could be way off, but from the pictures it doesn’t look too complex. Obviously the blocks are veneered to get the magnets inside. I would assume to make the blocks you would take a wooden cube, drill a hole with a forstner bit to the thickness of the magnet & glue in place. I would also guess that it only consists of 1 (or a small number) of longer cables, in which case you’d drill a tight fitting hole all the way through each block and a corresponding hole in the veneer before it’s glued on. Then thread the cable(s) before the veneer is glued in place – the veneer glue should be enough to keep the blocks from sliding along the cable, but it also wouldn’t be too hard to add a touch extra before the veneer glue up. I think the toughest part would be the geometry of the cable & not mixing up all the parts before threading/gluing.